Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51613.26 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48414.2 Kr¶

PnL: ---------------------------------------> -673.37 Kr¶

DD now: ---------------------------------> -0.637 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:21:19.742577'

Anic Portfolio¶

This Week¶

Return: 8.56 %¶

Total¶

Return: 68.911 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.230000 772.400000 99.400000 14.770000 673.000000
Nordea Bank Abp 29 -0.100000 3531.620000 77.620000 2.250000 3453.999992
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Swedbank A 3 2.030000 603.000000 39.000000 6.910000 564.000000
AcadeMedia 12 -0.400000 592.080000 35.080000 6.300000 557.000004
HEBA B 70 -1.930000 2670.500000 34.500000 1.310000 2636.000010
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.890000 379.700000 24.700000 6.960000 355.000000
Intrum 4 0.300000 541.000000 14.000000 2.660000 527.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.170000 542.700000 6.700000 1.250000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Coor Service Management Hold. 8 0.530000 534.000000 2.000000 0.380000 532.000000
Securitas B 6 -1.240000 571.920000 1.920000 0.340000 570.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Corem Property Group B 59 -2.180000 568.760000 -8.240000 -1.430000 576.999999
Midsona B 63 -3.600000 573.930000 -9.070000 -1.560000 582.999984
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.580000 546.800000 -27.200000 -4.740000 574.000000
CTEK 13 -1.180000 500.500000 -33.500000 -6.270000 533.999999
International Petroleum Corp. 5 -2.450000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.060000 1780.900000 -208.100000 -10.460000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48396.500000 -691.070000 -0.67153% 49087.564636

Updated:¶

'2023-01-31 16:20:08.243361'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶